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The current value of the S&P500 index is 2300. The interest rate is 1% per year with continuous compounding, and the dividend yield on the

The current value of the S&P500 index is 2300. The interest rate is 1% per year with continuous compounding, and the dividend yield on the index is 3% per year. What should be the 6-month futures price?

A.2254.46

B.2277.11

C.2311.53

D.2323.12

E.2346.46

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